+109.0%
HST vs GPN
+28.2%
+80.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.6% |
| 7D | +0.9% | -4.6% | +5.5% | +2.9% |
| 30D | -2.5% | -0.3% | -2.2% | -2.6% |
| 3M | -5.1% | +35.4% | -40.6% | -18.1% |
| 6M | +21.6% | +21.7% | 0.0% | +9.0% |
| YTD | +31.6% | +14.9% | +16.8% | +19.8% |
| 1Y | +36.1% | +3.2% | +32.9% | +29.4% |
| 3Y | +66.5% | -27.1% | +93.6% | +80.1% |
| 5Y | +76.6% | -44.4% | +120.9% | +111.2% |
| All | +109.0% | +28.2% | +80.9% | +132.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GPN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling